+172.7%
BOTJ vs VT
+223.7%
-51.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.2% | +0.8% |
| 7D | +3.2% | +0.4% | +2.9% | +3.1% |
| 30D | -8.0% | -2.6% | -5.4% | -7.4% |
| 3M | -8.7% | -3.2% | -5.5% | -8.0% |
| 6M | +7.1% | +0.9% | +6.2% | +6.7% |
| YTD | +35.2% | +11.3% | +23.8% | +31.2% |
| 1Y | +48.8% | +14.0% | +34.8% | +43.6% |
| 3Y | +169.0% | +75.8% | +93.1% | +132.2% |
| 5Y | +73.2% | +57.8% | +15.3% | +53.6% |
| 10Y | +172.7% | +219.8% | -47.1% | +112.4% |
| All | +172.7% | +223.7% | -51.0% | +112.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling